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Let X:S→R be a random variable such that the PDFf=fₓ is an even function (i.e. f(−x)=f(x)) on R. Compute E[X]. Is it possible for f to be a PDF and odd? Why or why not?

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Final Answer:

The expected value \(E[X]\) for a random variable \(X\) with a probability density function \(f\) that is an even function is zero. It is not possible for \(f\) to be a probability density function and odd simultaneously, as an odd function would violate the non-negativity property required for a valid probability density function.

Step-by-step explanation:

To compute \(E[X]\) for a random variable with an even probability density function, we use the formula:

\[ E[X] = \int_{-\infty}^{\infty} x f(x) \, dx \]

Since \(f\) is an even function (\(f(-x) = f(x)\)), the integral simplifies to:

\[ E[X] = 2 \int_{0}^{\infty} x f(x) \, dx \]

However, due to the even symmetry, the integral of an odd function over a symmetric interval is zero, resulting in \(E[X] = 0\).

Regarding the second part, for a function to be a probability density function, it must satisfy two key conditions: it should be non-negative for all values and the total area under the curve should be equal to 1. An odd function, by definition, does not satisfy the non-negativity condition for all \(x\) values, as it changes sign across the origin.

Therefore, it cannot represent a valid probability density function. The fundamental properties of probability density functions require them to be non-negative, and this property is violated by odd functions, making it impossible for an odd function to serve as a probability density function.

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